+925.2%
PCAR vs ET
+1,312.4%
-387.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +3.8% | -1.9% | +5.7% | +4.3% |
| 30D | -2.0% | -3.1% | +1.1% | -1.3% |
| 3M | -19.1% | -3.9% | -15.2% | -18.4% |
| 6M | -6.8% | +4.0% | -10.8% | -8.1% |
| YTD | -2.5% | +26.4% | -28.9% | -8.7% |
| 1Y | +9.7% | +24.9% | -15.2% | +2.9% |
| 3Y | +34.0% | +85.2% | -51.2% | +13.0% |
| 5Y | +113.3% | +218.3% | -105.0% | +55.9% |
| 10Y | +278.2% | +172.0% | +106.2% | +165.3% |
| All | +925.2% | +1,312.4% | -387.2% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling